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Century Therapeutics, Inc. Common Stock IPSC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:55:03.567Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:08.507096799Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:55:02.637082+00:00

Share price$1.74
1D+6.1%
AH$1.63$1.66$1.69$1.72$1.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPSC
Sold putSold callAH

Century Therapeutics, Inc. Common Stock options

Live interpolated IPSC call and put midpoint premiums by absolute delta.Century Therapeutics, Inc. Common Stock$0.44$0.98$1.52$2.05$2.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIPSC PRICE$0.50$0.50$0.53$0.66$0.80$1.44$2.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ2.1395.0%8.4%
65Δ1.80175.0%32.0%2.2899.0%7.0%
70Δ1.56142.6%18.3%2.44103.0%5.7%
75Δ3.10122.6%4.5%
80Δ4.12153.0%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
95.0%
B/E move
8.4%

65Δ

Calls
Pseudo strike
1.80
IV
175.0%
B/E move
32.0%
Puts
Pseudo strike
2.28
IV
99.0%
B/E move
7.0%

70Δ

Calls
Pseudo strike
1.56
IV
142.6%
B/E move
18.3%
Puts
Pseudo strike
2.44
IV
103.0%
B/E move
5.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
122.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
153.0%
B/E move
3.3%

Options history

IV · four-Friday blend244.71%
Daily close
IPSC244.0%244.5%245.0%2026-09-30: 244.20%2026-10-02: 244.71%Sep 30Oct 2
2 observations2026-09-30 — 2026-10-02
Table
DateIV (%)
244.20%
244.71%